-54.2%
W vs ACI
-43.3%
-10.9%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.7% |
| 7D | -3.6% | -2.2% | -1.4% | -3.0% |
| 30D | +7.0% | +10.3% | -3.3% | +4.7% |
| 3M | +7.4% | +7.2% | +0.2% | +5.6% |
| 6M | +69.3% | -18.0% | +87.3% | +73.3% |
| YTD | +11.3% | -22.0% | +33.3% | +13.8% |
| 1Y | +13.2% | -23.4% | +36.6% | +16.4% |
| 3Y | +142.0% | -35.8% | +177.8% | +157.9% |
| All | -54.2% | -43.3% | -10.9% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling